Back in the day when electronic distribution was rather slow due to technical restraints, some companies opted to release larger demos of their games on CDs, be it their own releases, or cover disks of game magazines. Obviously, these demo versions contained more goodies compared to their lightweight downloadable counterparts, and also are somewhat more rare. Luckily, many can be found now on the net

There are several kinds of demo versions:

Exclusive magazine coverdisk releases

Age of Empires CGW Demo
An early demo version of the game, published on the CD of the November 1997 issue of Computer Gaming World Magazine. It was a rarity until Matt Pritchard, an ex-Ensemble employee, made it public in Fabruary this year. The original download is here; read more about the demo here. Thanks to Litude for providing info about this release!

Alien Trilogy Demo
This demo has the same first level as in the regular internet demo, but there's the intro video, one music track, and you can either play in 256 or 16-bit colour. The demo is available from the CD Action Coverdisc #09a (1997), a cover disk included with a Polish game magazine. This CD is also hosted at cd.textfiles.com.

Alien Trilogy Preview Demo
This demo has the first two levels of the full game (as opposed to one in the Internet demo) and the intro video, but, more notably, it's based on a pre-release build, with a different title and loading screens, different sound effects (Ripley's speech is missing though) and other small changes. It's only in 256 colours though. The demo seems to have been distributed on a separate CD, maybe with some audio tracks, but the available download only has the contents of the CD:http://demu.org/resource-details/1510

The Elder Scrolls: Daggerfall Betony Demo
A large demo of the game, known as the "Betony demo", was included on several gaming magazines cover disks (one of them was, presumably, PC Gamer Volume 4 Number 1 (January 1997)). Unlike the electronically distributed demo of the game, this one allowed the player to explore not only the dungeons but also the entire island of Betony - a small part of the game world yet large enough to spend several hours playing it. The demo can be downloaded from The Unofficial Elder Scrolls Pages Wiki.

Also, Litude at RGB Classic Games Forum has been very kind to upload the image of the PC Gamer Volume 4 Number 1 (January 1997) CD, which contains the Betony demo. You can get it here. Kudos to Litude for sharing that!

Hammer of the Gods Demo
A demo of this precursor to the Heroes of Might and Magic series from New World Computing was published on the Interactive Entertainment Volume 7 CD (a copy at cd.textfiles.com is also available).

Heroes of Might and Magic Demo v1.2
This DOS demo was released on the Computer Gaming World Extra #143 (June 1996) CD. It features all four playable character classes, and several standard game single-player scenarios. The campaign and multiplayer modes are not available in the demo, and the duration of play per scenario is limited.

Heroes of Might and Magic Pre-Release DemoLitude has posted info about an early self-running demo of Heroes of Might and Magic at RGB Classic Games Forums:

Litude wrote:Found an interesting self-playing demo of Heroes I, download it from here (162 MB). It's quite early, being from January 1995 so a few differences are noticeable like the intro being quite different and music pieces are used in different places in the preview. Sadly it isn't playable. Judging by the file names and the time frame, this preview might have been also used at CES 1995.

EDIT: Actually, seems like you can play it simply by deleting the file DEMOFILE.BIN from the game directory. It is quite unstable though (visiting artifacts or locations like mills will crash the game), but a nice early look at the game nonetheless.

The Settlers II: Veni, Vidi, Vici Demo v1.01
This demo is largely identical to the electronically distributed version, albeit it is based on an earlier release (the downloadable demo is v1.02), and includes the intro video. Get it from the CD Action Coverdisc #03 (1996) (copy at cd.textfiles.com).

Star Wars: TIE Fighter (Collector's CD-ROM) Demo
An exclusive demo of the updated edition of this game was included on the Chrysler Plymouth LucasArts Sampler promotional CD. The demo contains one mission from the full game.

System Shock CD Enhanced Demo
This version of the demo includes voice-overs for log entries and SVGA graphics. You can get it from FilePlanet.

William Shatner's TekWar Beta Demo
Called a "Beta Demo" in the readme file, this one is found on the PC Gamer Magazine Cover Disc #12 (November 1995) (copy at cd.textfiles.com). This demo has Smacker video intro and some other sequences, and, judging by the date stamps on the files, it might be a later release than the regular Internet demo download of the game.

Witchaven II: Blood Vengeance Demo
A playable demo of this game is said to have been published on cover CDs of PC Gamer UK (Issue 33, August 1996) and PC Power UK (Issue 31, July 1996) only.

You can also get the CD shareware at RTCM, a website is dedicated to Build engine games.

Command & Conquer 6 Level Interactive Preview
A shareware CD release of the DOS version of Command & Conquer, it features three more Nod missions in addition to the three GDI missions from the Internet demo, updated game files, and lots of music and video cutscenes that could not have possibly been included in a downloadable demo back in the day. This release has been discovered by Nyerguds:

Nyerguds wrote:
I found myself a CD version of the C&C1 demo (from Ebay), which has 3 GDI and 3 Nod missions, and about 200 mb of videos and music. Now, since I collect unique official data and programs, this is really neat for me.

Odd detail: I tested the sell-stop cheat ingame, and it didn't work, meaning the demo, hiding behind version number "DEMO 1.2" is actually game version 1.22

Duke Nukem 3D Shareware CD
This release features the Duke Nukem 3D sahreware episode v1.1, and also Terminal Velocity shareware episode v1.2 is included as a bonus. Get it at archive.org.

The Elder Scrolls Daggerfall Interactive Preview CD-ROM
The CD release of the v0.1 demo of the game (see below) was distributed prior to the full game's release. Awooo at the BetaArchive Forums has uploaded the image of the CD version of the v0.1 demo here.

Quake Shareware CD
A CD release of Quake shareware episode. Get it from archive.org.

Starcraft Shareware CD
The CD edition of Starcraft shareware features an extended version of the demo campaign called Loomings, which is not included in the commercial release of the game but was later released as a free-to-download add-on under the title Precursor Campaign. The downloadable version of Starcraft shareware only includes three missions in the demo campaign, and also has other limitations like the reduces number of unit quotes. The shareware CD is available at archive.org.

Warcraft II: Tides of Darkness Shareware CD
The shareware version of the game exists not only as a downloadable file, but was also released on CD. This enhanced version of the demo included a completely animated intro sequence (as opposed to the slideshow intro in the downloadable version), CD Audio music and voice-overs for briefings. A video of this version can be found here, and the downloadable contents of the CD are hosted at this website (no CD Audio music there though).

Electronic distribution releases

The Elder Scrolls: Daggerfall Demo v0.1
This is probably the earlies public demo release of the game. Get it here.

In Pursuit of Greed Demo v5.0c
Not a CD exclusive release, but rather a large downloadable file that is pretty hard to find these days. It was mentioned on the game's downloads page at the old SoftDisk website:

NOTE: If you've got a really fast Internet connection and lots of disk space, you might alternatively want to download the 20 megabyte version with some cool animations; if so, click here. Be warned that this download will take quite a while with any connection less than a T1!

Powerslave Official Beta
The first level of what appears to be the very first public release of Powerslave only slightly resembles its final variant in later releases, but many areas are still recognizable. The second level is muсh closer to its final counterpart though. There are abundant differences in graphics and sounds in this version as well. This version has a help screen (brought up by pressing F1 during the game), which was later removed, and supports MIDI music (there's a single in-game music track). This is also the only known demo of Powerslave where you can get the Cobra Staff weapon.Download Powerslave Official Beta

The Settlers II: Veni, Vidi, Vici Demo v0.16 (German)
The first public demo of the game, made prior to its release. Unlike the regular Internet demo (v1.02), this one contains the animated intro, albeit without background narration. There are also several minor differences from the final version, and leftover development files in the game data.Download The Settlers II Demo v0.16

Warcraft: Orcs & Humans Pre-Release Demo
Presumably the earliest demo of the game, it has some noticeable differences from the retail version, including different graphics for the Human Barracks. Get it here.

Apparently the demo version of Shadow of the Comet differs from the full version in a number of ways. Here's a video of the demo, the differences are listed in the video description. There are in fact two versions of the demo, one shorter and one more extensive, both of which are available for download here. Each has two modes, a self-running slideshow/animation and a small playable area consisting of several locations.

In other news, Litude at RGB Classic Games Forums has posted some of his recent findings, which include a beta demo of Corridor 7: Alien Invasion:

Litude wrote:Capstone SoftwareCorridor 7: Alien Invasion
Found two early pre-release beta demos of this game and also found two untouched installers (game binary differs slightly, some new info on the exit screen of the game in the later one) of the actual demo.Beta Demo (01/05/94) - FilesBeta Demo (01/28/94) - Installer

Both beta versions have different levels (none of them is the same as the level in the regular demo version either), which show a lot of early development stuff.

Not exactly a pure exclusive thing, but Hendricks266 at Duke4.net Forums has uploaded a shareware CD called "Apogee's Greatest Hits":

Hendricks266 wrote:
When I was a kid my first experiences with Duke, Commander Keen, and other Apogee-published games came from a CD called "Apogee's Greatest Hits" which contained the shareware versions of 15 of their games.

Here's what appears to be the demo of Star Wars: Dark Forces from the Full Throttle CD (or maybe from the Dark Forces CD, I've heard that it contains the demo as well) - somehow it got onto a third-party compilation demo CD:http://cd.textfiles.com/qsamania2/MANIA ... /LUCASART/

The reported version number is 0.16D (as opposed to 0.163D for the downloadable demo you can get from LucasArts' FTP), however I haven't noticed any differences in the level design or gameplay, just some of the files are different or modified to make it install and run from a CD. The date stamp on the files is actually from March 1995, while the downloadable demo is from 1994.

Shadow of the Comet CD Demo
The demo of the CD version with the voiced-over dialogues can be found on the German PC Games Magazine issue 3 '95 cover disk. The demo allows to play somewhat into the story of the full game; also included are several pre-made saved game files showing key areas and events of the demo storyline.

The same CD has a German language version of the Star Wars: Dark Forces demo. It's the same v0.163D as the regular public version, but all text and voices are in German. The demo lacks the intro and ending cutscenes though, which apparently had not been translated at that point. This demo can be also found on the Power Play magazine cover disk, also from March 1995. That CD has a two-volume ARJ archive with the demo files, which might have been the original distributive.